+130.4%
PSA vs LPLA
+757.5%
-627.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | +15.6% | -10.2% | +25.7% | +16.6% |
| 3M | +4.1% | -22.3% | +26.3% | +6.4% |
| 6M | +9.2% | -0.5% | +9.7% | +8.9% |
| YTD | +32.3% | -17.9% | +50.2% | +34.1% |
| 1Y | +26.2% | -22.0% | +48.2% | +28.5% |
| 3Y | +53.7% | +29.4% | +24.3% | +45.9% |
| 5Y | +26.6% | +81.2% | -54.7% | +13.2% |
| All | +130.4% | +757.5% | -627.1% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling